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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+7.86%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$2.78B
AUM Growth
-$65.9M
Cap. Flow
-$1.1B
Cap. Flow %
-39.55%
Top 10 Hldgs %
16.2%
Holding
1,575
New
503
Increased
22
Reduced
219
Closed
602

Top Buys

Rank Stock Value
1
CMD
Cantel Medical Corporation
CMD
+$32.9M
2
FLIR
FLIR Systems, Inc. (DE) Common Stock
FLIR
+$26.7M
3
COHR
Coherent Inc
COHR
+$24.6M
4
GWPH
GW Pharmaceuticals Plc American Depositary Shares
GWPH
+$23.3M
5
PRAH
PRA Health Sciences, Inc.
PRAH
+$23.3M

Top Sells

Rank Stock Value
1
EIDX
Eidos Therapeutics, Inc. Common Stock
EIDX
+$36.2M
2
BMCH
BMC Stock Holdings, Inc
BMCH
+$35.8M
3
NGHC
National General Holdings Corp
NGHC
+$29.7M
4
CHNGU
Change Healthcare Inc. Tangible Equity Units
CHNGU
+$26.3M
5
EV
Eaton Vance Corp.
EV
+$25.2M

Sector Composition

Rank Sector Weight
1 Financials 10.51%
2 Healthcare 6.47%
3 Industrials 4.82%
4 Consumer Discretionary 4.5%
5 Technology 3.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MIC
1376
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-6,917
Closed -$260K
KWAC.U
1377
DELISTED
Kingswood Acquisition Corp. Units, each consisting of one share of Class A Common Stock and three-fo
KWAC.U
– –
-266,333
Closed -$2.77M
CDK
1378
DELISTED
CDK Global, Inc.
CDK
– –
-8,678
Closed -$448K
CHNGU
1379
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
– –
-403,452
Closed -$26.3M
CERN
1380
DELISTED
Cerner Corp
CERN
– –
-16,875
Closed -$1.31M
CAS.U
1381
DELISTED
Cascade Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half o
CAS.U
– –
-350,000
Closed -$3.66M
OCA.U
1382
DELISTED
Omnichannel Acquisition Corp. Units, each consisting of one share of Class A common stock and one-ha
OCA.U
– –
-721,135
Closed -$7.43M
APSG.U
1383
DELISTED
Apollo Strategic Growth Capital Units, each consisting of one Class A Ordinary Share and one-third W
APSG.U
– –
-100,000
Closed -$1.09M
ZNTEU
1384
DELISTED
Zanite Acquisition Corp. Unit
ZNTEU
– –
-360,000
Closed -$3.79M
MOTV.U
1385
DELISTED
Motive Capital Corp Units, each consisting of one Class A ordinary share, and one-third of one redee
MOTV.U
– –
-40,000
Closed -$422K
NUAN
1386
DELISTED
Nuance Communications, Inc.
NUAN
– –
-5,072
Closed -$221K
TVACU
1387
DELISTED
Thayer Ventures Acquisition Corporation Units
TVACU
– –
-175,000
Closed -$1.83M
VMM
1388
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
– –
-10,065
Closed -$132K
TRITW
1389
DELISTED
Triterras, Inc. Warrant
TRITW
– –
-250,000
Closed -$555K
CFXA
1390
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
– –
-48,775
Closed -$7.89M
IIAC.U
1391
DELISTED
Investindustrial Acquisition Corp. Units, each consisting of one Class A ordinary share and one-thir
IIAC.U
– –
-82,857
Closed -$852K
HRC
1392
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-5,925
Closed -$574K
CBAH.U
1393
DELISTED
CBRE Acquisition Holdings, Inc. SAIL securities, each consisting of one share of Class A common stoc
CBAH.U
– –
-200,000
Closed -$2.09M
VTA
1394
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-72,106
Closed -$774K
BOWX
1395
DELISTED
BowX Acquisition Corp. Class A Common Stock
BOWX
– –
-265,198
Closed -$2.72M
LOKB.U
1396
DELISTED
Live Oak Acquisition Corp. II Units, each consisting of one share of Class A common stock and one-th
LOKB.U
– –
-286,250
Closed -$3.11M
MRACU
1397
DELISTED
Marquee Raine Acquisition Corp. Unit
MRACU
– –
-50,000
Closed -$542K
LCIDW
1398
DELISTED
Lucid Group, Inc. Warrant
LCIDW
– –
-200,000
Closed -$304K
DMYI.U
1399
DELISTED
dMY Technology Group, Inc. III Units, each consisting of one share of Class A common stock and one-f
DMYI.U
– –
-200,000
Closed -$2.28M
PAYAW
1400
DELISTED
Paya Holdings Inc. Warrant
PAYAW
– –
-936,339
Closed -$3.37M
54 55
56
57 58

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AQR Arbitrage's Q1 2021 Portfolio in Review

As of Q1 2021, AQR Arbitrage held 1,575 positions worth $2.78B, down 2.3% from $2.85B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

AQR Arbitrage withdrew a net $1.1B in Q1 2021, closing 602 positions and reducing 219 holdings. Its most notable exit was Eidos Therapeutics, Inc. Common Stock, an estimated $36.2M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 9% a quarter earlier, followed by Healthcare and Industrials.

Against the trend, AQR Arbitrage opened a new position in Cantel Medical Corporation worth $33.4M.

  • AQR Arbitrage's largest Q1 2021 buy was Cantel Medical Corporation: 420,838 shares worth $33.4M.
  • AQR Arbitrage added most to PRA Health Sciences, Inc. in Q1 2021, an estimated $23.3M increase.
  • AQR Arbitrage's biggest Q1 2021 reduction was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units, cutting an estimated $12.5M.
  • AQR Arbitrage fully exited Eidos Therapeutics, Inc. Common Stock in Q1 2021, selling an estimated $36.2M.
  • AQR Arbitrage's ten largest holdings make up 16% of its $2.78B portfolio in Q1 2021.
  • AQR Arbitrage opened 503 new positions and closed 602 in Q1 2021.
  • AQR Arbitrage's portfolio value fell 2.3% quarter-over-quarter to $2.78B.

Based on AQR Arbitrage's 13F filing for Q1 2021, filed 17 May 2021.